Cornish-Fisher expansions about the F-distribution
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Publication:419561
DOI10.1016/J.AMC.2012.02.013zbMATH Open1430.62043OpenAlexW2005469561MaRDI QIDQ419561FDOQ419561
Authors: Christopher S. Withers, Saralees Nadarajah 
Publication date: 18 May 2012
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2012.02.013
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Cites Work
- Title not available (Why is that?)
- Edgeworth expansions for realized volatility and related estimators
- The distribution and quantiles of a function of parameter estimates
- Title not available (Why is that?)
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- Asymptotic constants for minimal distance in the central limit theorem
- Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient
- Generalized Cornish-Fisher expansions
Cited In (9)
- Generalized Cornish-Fisher expansions
- Rearranging Edgeworth-Cornish-Fisher expansions
- Cornish-Fisher expansions using sample cumulants and monotonic transformations
- Cornish-Fisher expansions for functionals of the partial sum empirical distribution
- Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Cornish-Fisher expansions for Poisson and negative binomial processes
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